diff --git a/README.rst b/README.rst
index 86065f0697b6bb9680d8e29add932e955b83eaff..a884d76efdbeca332388fcaffd0498048c443c78 100644
--- a/README.rst
+++ b/README.rst
@@ -25,8 +25,9 @@ Dependencies
 ============
 
 The required dependencies to build the software are python >= 2.5,
-NumPy >= 1.1, SciPy >= 0.6 (although having at least 0.7 is highly
-recommended and required by some modules) and a working C++ compiler.
+setuptools, NumPy >= 1.1, SciPy >= 0.6 (although having at least 0.7
+is highly recommended and required by some modules) and a working C++
+compiler.
 
 To run the tests you will also need nose >= 0.10.
 
diff --git a/doc/install.rst b/doc/install.rst
index 2b9c8fd56704c04def586cdf63003e22a9536922..6aa06ace986c532f1458e81b620c27f22be366c1 100644
--- a/doc/install.rst
+++ b/doc/install.rst
@@ -47,8 +47,9 @@ Windows installer
 -----------------
 
 You can download a windows installer from `downloads
-<https://sourceforge.net/projects/scikit-learn/files/>`_
-in the project's web page.
+<https://sourceforge.net/projects/scikit-learn/files/>`_ in the
+project's web page. Note that must also have installed the packages
+numpy and setuptools.
 
 .. warning::